+381.1%
CMI vs NIO
-36.7%
+417.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.9% |
| 7D | -0.7% | -13.0% | +12.3% | +0.4% |
| 30D | -13.4% | -18.3% | +4.8% | -12.0% |
| 3M | -17.0% | -33.2% | +16.2% | -14.3% |
| 6M | -1.6% | -21.5% | +19.8% | -0.1% |
| YTD | +11.0% | -25.5% | +36.5% | +13.0% |
| 1Y | +41.9% | -38.0% | +79.9% | +46.0% |
| 3Y | +151.8% | -65.5% | +217.3% | +162.4% |
| 5Y | +163.6% | -90.6% | +254.2% | +188.2% |
| All | +381.1% | -36.7% | +417.7% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling